+100.5%
SIMO vs IWD
+33.0%
+67.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -11.6% |
| 7D | -16.9% | +2.5% | -19.4% | -18.6% |
| 30D | -35.4% | +6.0% | -41.3% | -38.9% |
| 3M | -31.9% | +3.8% | -35.6% | -34.5% |
| 6M | -19.3% | +16.3% | -35.7% | -33.7% |
| YTD | +98.5% | +27.5% | +71.0% | +43.4% |
| 1Y | +100.5% | +32.8% | +67.7% | +32.1% |
| All | +100.5% | +33.0% | +67.5% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling